+333.1%
SLV vs MTCH
+527.4%
-194.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +6.7% | +9.7% | -3.0% | +5.9% |
| 3M | -10.7% | +21.1% | -31.8% | -12.1% |
| 6M | -20.6% | +37.5% | -58.1% | -22.7% |
| YTD | -7.1% | +31.9% | -39.1% | -9.4% |
| 1Y | +62.0% | +14.6% | +47.4% | +59.7% |
| 3Y | +169.8% | -6.2% | +176.0% | +167.1% |
| 5Y | +161.5% | -70.6% | +232.0% | +175.3% |
| 10Y | +224.4% | +185.6% | +38.8% | +189.1% |
| All | +333.1% | +527.4% | -194.3% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling